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Quantitative theory and econometrics Author info | Abstract | Publisher info | Download info | Related research | Statistics Robert G. King
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Article provided by Federal Reserve Bank of Richmond in its journal Economic Quarterly .
Volume (Year): (1995)
Issue (Month): Sum ()
Pages: 53-105
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Handle: RePEc:fip:fedreq:y:1995:i:sum:p:53-105Contact details of provider: Web page: http://www.richmondfed.org/ More information through EDIRC
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Keywords: Econometrics ; Money theory ; Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Edward C. Prescott, 1986.
"Theory ahead of business cycle measurement ,"
Quarterly Review ,
Federal Reserve Bank of Minneapolis, issue Fall, pages 9-22.
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Other versions:
Edward C. Prescott, 1986.
"Theory ahead of business cycle measurement ,"
Staff Report
102, Federal Reserve Bank of Minneapolis.
[Downloadable!] Prescott, Edward C., 1986.
"Theory ahead of business-cycle measurement ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 25(1), pages 11-44, January.
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"The Production and Inventory Behavior of the American Automobile Industry ,"
Journal of Political Economy ,
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Other versions: Sargent, Thomas J, 1981.
"Interpreting Economic Time Series ,"
Journal of Political Economy ,
University of Chicago Press, vol. 89(2), pages 213-48, April.
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Other versions: Chow, G.C., 1993.
"Statistical Estimation and Testing of a Real Business Cycle Model ,"
Papers
365, Princeton, Department of Economics - Econometric Research Program.
Greenwood, J. & Hercowitz, Z. & Krusell, P., 1992.
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527, Stockholm - International Economic Studies.
Other versions: Long, John B, Jr & Plosser, Charles I, 1983.
"Real Business Cycles ,"
Journal of Political Economy ,
University of Chicago Press, vol. 91(1), pages 39-69, February.
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Plosser, Charles I, 1989.
"Understanding Real Business Cycles ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 3(3), pages 51-77, Summer.
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Other versions: William Poole, 1976.
"Rational Expectations in the Macro Model ,"
Brookings Papers on Economic Activity ,
Economic Studies Program, The Brookings Institution, vol. 7(1976-2), pages 463-514.
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Hansen, Lars Peter, 1982.
"Large Sample Properties of Generalized Method of Moments Estimators ,"
Econometrica ,
Econometric Society, vol. 50(4), pages 1029-54, July.
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Douglas, Paul H, 1976.
"The Cobb-Douglas Production Function Once Again: Its History, Its Testing, and Some New Empirical Values ,"
Journal of Political Economy ,
University of Chicago Press, vol. 84(5), pages 903-15, October.
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David K. Backus & Patrick J. Kehoe, 1992.
"International Evidence on the Historical Properties of Business Cycles ,"
Working Papers
92-5, New York University, Leonard N. Stern School of Business, Department of Economics.
Other versions:
David K. Backus & Patrick J. Kehoe, 1991.
"International evidence on the historical properties of business cycles ,"
Staff Report
145, Federal Reserve Bank of Minneapolis.
[Downloadable!] Backus, David K & Kehoe, Patrick J, 1992.
"International Evidence of the Historical Properties of Business Cycles ,"
American Economic Review ,
American Economic Association, vol. 82(4), pages 864-88, September.
[Downloadable!] (restricted) Watson, Mark W, 1993.
"Measures of Fit for Calibrated Models ,"
Journal of Political Economy ,
University of Chicago Press, vol. 101(6), pages 1011-41, December.
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Christopher A. Sims, 1989.
"Models and their uses ,"
Discussion Paper / Institute for Empirical Macroeconomics
11, Federal Reserve Bank of Minneapolis.
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Lucas, Robert E, Jr, 1980.
"Methods and Problems in Business Cycle Theory ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 12(4), pages 696-715, November.
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Christiano, Lawrence J & Eichenbaum, Martin, 1992.
"Current Real-Business-Cycle Theories and Aggregate Labor-Market Fluctuations ,"
American Economic Review ,
American Economic Association, vol. 82(3), pages 430-50, June.
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Other versions: Kydland, Finn E & Prescott, Edward C, 1991.
" The Econometrics of the General Equilibrium Approach to Business Cycles ,"
Scandinavian Journal of Economics ,
Blackwell Publishing, vol. 93(2), pages 161-78.
Other versions: Baxter, M. & Stockman, A.C., 1988.
"Business Cycles And The Exchange Rate System: Some International Evidence ,"
RCER Working Papers
140, University of Rochester - Center for Economic Research (RCER).
Other versions: Baxter, Marianne & Crucini, Mario J, 1995.
"Business Cycles and the Asset Structure of Foreign Trade ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(4), pages 821-54, November.
[Downloadable!] (restricted)
Other versions:
Baxter, M. & Crucini, M., 1991.
"Business Cycles and the Asset Structure of Foreign Trade ,"
RCER Working Papers
316, University of Rochester - Center for Economic Research (RCER).
Marianne Baxter & Mario J. Crucini, 1994.
"Business Cycles and the Asset Structure of Foreign Trade ,"
NBER Working Papers
4975, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Marianne Baxter & Mario J. Crucini, 1992.
"Business cycles and the asset structure of foreign trade ,"
Discussion Paper / Institute for Empirical Macroeconomics
59, Federal Reserve Bank of Minneapolis.
[Downloadable!] William Poole, 2001.
"Expectations ,"
Review ,
Federal Reserve Bank of St. Louis, issue Mar, pages 1-10.
[Downloadable!]
Other versions:
William Poole, 2000.
"Expectations ,"
Speech ,
Federal Reserve Bank of St. Louis.
[Downloadable!] Julio J. Rotemberg & Michael Woodford, 1994.
"Is the Business Cycles a Necessary Consequence of Stochastic Growth? ,"
NBER Working Papers
4650, National Bureau of Economic Research, Inc.
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Hall, Robert E, 1988.
"The Relation between Price and Marginal Cost in U.S. Industry ,"
Journal of Political Economy ,
University of Chicago Press, vol. 96(5), pages 921-47, October.
[Downloadable!] (restricted)
Goodfriend, Marvin, 1992.
"Information-Aggregation Bias ,"
American Economic Review ,
American Economic Association, vol. 82(3), pages 508-19, June.
[Downloadable!] (restricted)
Other versions: Kennan, John, 1979.
"The Estimation of Partial Adjustment Models with Rational Expectations ,"
Econometrica ,
Econometric Society, vol. 47(6), pages 1441-55, November.
[Downloadable!] (restricted)
Altug, Sumru, 1989.
"Time-to-Build and Aggregate Fluctuations: Some New Evidence ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(4), pages 889-920, November.
[Downloadable!] (restricted)
Other versions: Rotemberg, Julio J & Woodford, Michael, 1992.
"Oligopolistic Pricing and the Effects of Aggregate Demand on Economic Activity ,"
Journal of Political Economy ,
University of Chicago Press, vol. 100(6), pages 1153-1207, December.
[Downloadable!] (restricted)
Other versions: Christiano, Lawrence J., 1988.
"Why does inventory investment fluctuate so much? ,"
Journal of Monetary Economics ,
Elsevier, vol. 21(2-3), pages 247-280.
[Downloadable!] (restricted)
Cochrane, John H, 1988.
"How Big Is the Random Walk in GNP? ,"
Journal of Political Economy ,
University of Chicago Press, vol. 96(5), pages 893-920, October.
[Downloadable!] (restricted)
White, Halbert, 1982.
"Maximum Likelihood Estimation of Misspecified Models ,"
Econometrica ,
Econometric Society, vol. 50(1), pages 1-25, January.
[Downloadable!] (restricted)
Rogoff, Kenneth, 1986.
"Theory ahead of business cycle measurement A comment on Prescott ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 25(1), pages 45-47, January.
[Downloadable!] (restricted)
Hansen, Lars Peter & Singleton, Kenneth J, 1982.
"Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models ,"
Econometrica ,
Econometric Society, vol. 50(5), pages 1269-86, September.
[Downloadable!] (restricted)
Marianne Baxter & Robert G. King, 1995.
"Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series ,"
NBER Working Papers
5022, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Bennett T. McCallum, 1990.
"Real Business Cycle Models ,"
NBER Working Papers
2480, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Singleton, Kenneth J., 1988.
"Econometric issues in the analysis of equilibrium business cycle models ,"
Journal of Monetary Economics ,
Elsevier, vol. 21(2-3), pages 361-386.
[Downloadable!] (restricted)
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
David Hargreaves, 1999.
"SDS-FPS: a small demand-side version of the Forecasting and Policy System core model ,"
Reserve Bank of New Zealand Discussion Paper Series
G99/10, Reserve Bank of New Zealand.
[Downloadable!]
M. Ayhan Kose & Bill Blankenau & Kei-Mu Yi, 1999.
"World Real Interest Rates and Business Cycles in Open Economies: a Multiple Shock Approach ,"
Computing in Economics and Finance 1999
1232, Society for Computational Economics.
[Downloadable!]
Lawrence J. Christiano & Robert J. Vigfusson, 2001.
"Maximum likelihood in the frequency domain: the importance of time-to-plan ,"
Working Paper
0106, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions: Antulio N. Bomfim, 1996.
""Forecasting the forecasts of others." Expectational heterogeneity and aggregate dynamics ,"
Finance and Economics Discussion Series
96-41, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Peter N. Ireland, 1995.
"Using the permanent income hypothesis for forecasting ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Win, pages 49-63.
[Downloadable!]
Robert G. King & Sergio T. Rebelo, 2000.
"Resuscitating Real Business Cycles ,"
NBER Working Papers
7534, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Robert G. King & Sergio T. Rebelo, 2000.
"Resuscitating Real Business Cycles ,"
RCER Working Papers
467, University of Rochester - Center for Economic Research (RCER).
[Downloadable!] King, Robert G. & Rebelo, Sergio T., 1999.
"Resuscitating real business cycles ,"
Handbook of Macroeconomics ,
in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 14, pages 927-1007
Elsevier.
[Downloadable!] (restricted) Lawrence J. Christiano & Robert J. Vigfusson, 1999.
"Maximum likelihood in the frequency domain: a time to build example ,"
Working Paper
9901, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions:
Lawrence J. Christiano & Robert J. Vigfusson, 1999.
"Maximum likelihood in the frequency domain: a time to build example ,"
Working Paper Series
WP-99-4, Federal Reserve Bank of Chicago.
[Downloadable!] Lawrence J. Christiano & Robert J. Vigfusson, 1999.
"Maximum Likelihood in the Frequency Domain: A Time to Build Example ,"
NBER Working Papers
7027, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Christiano, L.J. & Vigfusson, R.J., 1999.
"Maximum Likelihood in the Frequency Domain: a Time to Build Example ,"
Papers
9901, London School of Economics - Centre for Labour Economics.
Antulio N. Bomfim, 2000.
"Heterogeneous forecasts and aggregate dynamics ,"
Finance and Economics Discussion Series
2000-16, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
David Hargreaves & Bruce White, 1999.
"Measures of New Zealand's effective exchange rate ,"
Reserve Bank of New Zealand Bulletin ,
Reserve Bank of New Zealand, vol. 62, September.
[Downloadable!]
William Blankenau & M. Ayhan Kose & Kei-Mu Yi, 1999.
"Can world real interest rates explain business cycles in a small open economy? ,"
Staff Reports
94, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Antulio N. Bomfim, 1999.
"Measurement error in general equilibrium: the aggregate effects of noisy economic indicators ,"
Finance and Economics Discussion Series
1999-54, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Martha Rosalba Lopezpiñeros, 2004.
"Efficient Policy Rulefor Inflation Targeting Incolombia ,"
ENSAYOS SOBRE POLÍTICA ECONÓMICA ,
BANCO DE LA REPÚBLICA - ESPE.
[Downloadable!]
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